Inference for odds ratio regression models with sparse dependent data.

Abstract

Suppose the number of 2 x 2 tables is large relative to the average table size, and the observations within a given table are dependent, as occurs in longitudinal or family-based case-control studies. We consider fitting regression models to the odds ratios using table-level covariates. The focus is on methods to obtain valid inferences for the regression parameters beta when the dependence structure is unknown. In this setting, Liang (1985, Biometrika 72, 678-682) has shown that inference based on the noncentral hypergeometric likelihood is sensitive to misspecification of the dependence structure. In contrast, estimating functions based on the Mantel-Haenszel method yield consistent estimators of beta. We show here that, under the estimating function approach, Wald's confidence interval for beta performs well in multiplicative regression models but unfortunately has poor coverage probabilities when an additive regression model is adopted. As an alternative to Wald inference, we present a Mantel-Haenszel quasi-likelihood function based on integrating the Mantel-Haenszel estimating function. A simulation study demonstrates that, in medium-sized samples, the Mantel-Haenszel quasi-likelihood approach yields better inferences than other methods under an additive regression model and inferences comparable to Wald's method under a multiplicative model. We illustrate the use of this quasi-likelihood method in a study of the familial risk of schizophrenia.